摘要随着中国金融改革的不断深入，汇率市场化改革的逐步推进，作为外汇市场的主要参与者，国内商业银行被暴露在外汇风险之下。在这样的背景下，对我国商业银行如何加强外汇风险管理的研究显得尤为重要。本文对我国商业银行外汇风险管理问题进行了研究。论文首先对国内外相关研究进行了回顾与总结。然后对我国商业银行外汇风险的业务范围、类型及商业银行外汇风险成因进行了分析和探究。然后，对我国商业银行外汇风险管理的现状进行了分析，对我国商业银行外汇风险管理中存在的主要问题进行了研究。最后从三方面对加强我国商业银行外汇风险管理提出了策略建议。63973

关键词   商业银行  外汇风险  汇率变动  

毕业论文 外 文 摘 要

Title     Research for Foreign Exchange Risk Management of China's  Commercial bank               

Abstract With the deepening of China's financial reform, the exchange rate market-oriented reform step by step, as the major players in the foreign exchange market, the domestic commercial banks are exposed to foreign exchange risk. In this context, it is particularly important for China's commercial banks on how to strengthen the foreign exchange risk management. In this paper, we studied China's commercial banks foreign exchange risk management issues. Firstly, the domestic and foreign studies were reviewed and summarized. China's commercial banks and foreign exchange risk on the business scope, types and causes of commercial banks, foreign exchange risk is analyzed and explored. Then, foreign exchange risk management of the China's commercial banks analyzes the current situation of China's commercial banks in foreign exchange risk management. This is the main problems that we studied. Finally there are some suggestions from three ways for strengthening China's commercial banks foreign exchange risk management strategy .

Keywords：  commercial bank      the risk of foreign exchange   foreign exchange  movement

1引言 1

1.1 研究背景及意义 1

1.2 相关研究综述 1

1.3 研究内容及研究方法 4

1.4 本文结构 5

2 我国商业银行外汇风险业务范围、类型及成因 6

2.1 商业银行外汇业务涉及范围 6

2.2 商业银行外汇风险类型 6

2.2.1 资本充足率风险 6

2.2.2 流动性风险 6

2.2.3 折算风险 7

2.2.4 外汇交易风险 7

2.2.5 外汇衍生品风险 8

2.3 商业银行外汇风险成因 8

2.3.1 国际金融市场不稳定 8

2.3.2 国家宏观政策的影响 8

2.3.3 人为因素也是成因之一 8

3 我国商业银行外汇风险管理现状及问题 9

3.1 国内外银行外汇风险管理比较 9

3.2我国商业银行外汇风险管理现状 9

3.2.1 中国外汇储备管理制度演进 9

3.2.2 商业银行外汇管理现状